Sufficient conditions for metric subregularity of constraint systems with applications to disjunctive and ortho-disjunctive programs
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Publication:2116023
DOI10.1007/S11228-020-00569-7zbMATH Open1484.49025arXiv1906.08337OpenAlexW3121016538MaRDI QIDQ2116023FDOQ2116023
T. Hoheisel, Michal Červinka, Matus Benko
Publication date: 15 March 2022
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Abstract: This paper is devoted to the study of the metric subregularity constraint qualification (MSCQ) for general optimization problems, with the emphasis on the nonconvex setting. We elaborate on notions of directional pseudo- and quasi-normality, recently introduced by Bai et al. (SIAM J. Opt., 2019), which combine the standard approach via pseudo- and quasi-normality with modern tools of directional variational analysis. We focus on applications to disjunctive programs, where (directional) pseudo-normality is characterized via an extremal condition. This, in turn, yields efficient tools to verify pseudo-normality and MSCQ, which include, but are not limited to, Robinson's result on polyhedral multifunctions and Gfrerer's second-order sufficient condition for metric subregularity. Finally, we refine our study by defining the new class of ortho-disjunctive programs which comprises prominent optimization problems such as mathematical programs with complementarity, vanishing or switching constraints.
Full work available at URL: https://arxiv.org/abs/1906.08337
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metric subregularityMPCCerror bound propertydisjunctive programsMPVCortho-disjunctive programspseudo-/quasi-normality
Numerical optimization and variational techniques (65K10) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53)
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